Order Entry V2 Websocket - Mass Order Cancel

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header

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→ applicationName

Application Name

String

Identifies the application generating the message.

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→ applicationVendor

Application Vendor

String

Identifies the vendor of the application generating the message.

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→ applicationVersion

Application Version

String

Identifies the version of the application generating the message.

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→ messageType

Message Type

MessageType

• ORDCXLM (Mass Order Cancel)

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→ requestId

Request ID

String

A unique identifier for the request provided by the client for correlation.

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→ sentTime

Sent Time

DateTime

Timestamp of the message leaving the producing application.

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payload

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→ customerAccountId

Customer Account ID

String

• Length: 1 - 12

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→ durationType

Duration Type

OrderDurationType

• DAY (Day) - Order expires at the end of the trading day.

• GOOD_TILL_CANCEL (Good till Cancel) - Order remains working until cancelled

• GOOD_TILL_DATE (Good till Date) - Order remains working until the end of the trading session of the local market date specified in the ExpirationDate field.

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→ entityScope

Entity Scope

OrderEntityScope

• CUSTOMER_ACCOUNT (Customer Account)

• OPERATOR (Operator)

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→ executingFirmId

Executing Firm ID

String

• Length: 1 - 10

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→ glbxGroupId

Globex Group ID

String

Support for single Globex Group ID is offered today

Criteria

• ALWAYS when payload.instrumentScope = PRODUCT_GROUP

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→ glbxSecurityId

Globex Security ID

Integer

Criteria

• ALWAYS when payload.instrumentScope = INSTRUMENT

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→ instrumentScope

Instrument Scope

OrderInstrumentScope

• ALL (All)

• INSTRUMENT (Instrument)

• MARKET_SEGMENT (Market Segment)

• PRODUCT_GROUP (Product Group)

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→ manualInd

Manual Indicator

YesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

Indicates whether the order was generated by automated trading logic.

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→ marketSegmentId

Market Segment ID

Integer

Criteria

• ALWAYS when payload.instrumentScope = MARKET_SEGMENT

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→ operatorId

Operator ID

String

• Length: 1 - 18

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→ senderCountry

Sender Country

String

• Length: 1 - 2

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→ senderState

Sender State

String

• Length: 2 - 2

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→ sideInd

Side Indicator

MarketSideIndicator

• BUY (Buy) - Identifies a buy side order

• CROSS (Cross)

• SELL (Sell) - Identifies a sell side order

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→ type

Type

OrderType

• LIMIT (Limit) - A Limit order defines the upper price limit at which to buy an instrument and lower price limit at which to sell an instrument. The price limit is defined in the Price field. If the price is not immediately available, the Limit order will rest until filled or cancelled.

• STOP_LIMIT (Stop Limit) - A Stop order is an order which, when accepted, does not immediately go on the book, but must be "triggered" by a trade in the market at the price level submitted with the order. A Stop-Limit order goes on the book as a Limit order once triggered.

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header

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→ messageType

Message Type

messageType

• ORDSTS (Order Status)

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→ possibleRetransInd

Possible Retransmission Indicator

yesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

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→ reportId

Report ID

string

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→ requestId

Request ID

string

A unique identifier for the request provided by the client for correlation.

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→ responseCount

Response Count

int32

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→ responseLastFragmentInd

Response Last Fragment Indicator

yesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

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→ sentTime

Sent Time

dateTime

Timestamp of the message leaving the producing application.

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→ sequenceNbr

Sequence Number

string

10

payload

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→ action

Action

orderAction

• CANCEL_MASS (Mass Cancel)

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→ durationType

Duration Type

orderDurationType

• DAY (Day) - Order expires at the end of the trading day.

• FILL_AND_KILL (Fill and Kill) - Order is immediately executed against any available quantity and any remaining quantity is eliminated

• FILL_OR_KILL (Fill or Kill) - Order is filled completely or else eliminated

• GOOD_TILL_CANCEL (Good till Cancel) - Order remains working until cancelled

• GOOD_TILL_DATE (Good till Date) - Order remains working until the end of the trading session of the local market date specified in the ExpirationDate field.

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→ manualInd

Manual Indicator

yesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

Indicates whether the order was generated by automated trading logic.

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→ marketSegmentId

Market Segment ID

int32

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→ orderKeys[]

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→ → canceledQtyInt

Canceled Quantity Int

int32

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→ → customerOrderId

Customer Order ID

string

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→ → venueOrderId

Venue Order ID

string

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→ senderCountry

Sender Country

string

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→ senderState

Sender State

string

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→ sideInd

Side Indicator

marketSideIndicator

• BUY (Buy) - Identifies a buy side order

• CROSS (Cross)

• SELL (Sell) - Identifies a sell side order

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→ transactionTime

Transaction Time

dateTime

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→ type

Type

orderType

• LIMIT (Limit) - A Limit order defines the upper price limit at which to buy an instrument and lower price limit at which to sell an instrument. The price limit is defined in the Price field. If the price is not immediately available, the Limit order will rest until filled or cancelled.

• MARKET (Market) - A Market order with protection is filled within a pre-defined range of prices referred to as the protected range. For buy orders, protection points are added to the current best offer price to calculate the protection price limit. For sell orders, protection points are subtracted from the current best bid price.

• MARKET_TO_LIMIT (Market to Limit) - A Market-limit order is executed at the best price available in the market. If the market-limit order can only be partially filled, the order becomes a limit order and the remaining quantity remains on the order book at the specified limit price.

• STOP (Stop) - A Stop order is an order which, when accepted, does not immediately go on the book, but must be "triggered" by a trade in the market at the price level submitted with the order. A Stop order goes on the book as a Market order once triggered.

• STOP_LIMIT (Stop Limit) - A Stop order is an order which, when accepted, does not immediately go on the book, but must be "triggered" by a trade in the market at the price level submitted with the order. A Stop-Limit order goes on the book as a Limit order once triggered.

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errors[]

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→ code

Code

string

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→ message

Message

string

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→ referenceField

Reference Field

string

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header

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→ messageType

Message Type

messageType

• ORDCXLMRJ (Mass Order Cancel Reject)

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→ requestId

Request ID

string

A unique identifier for the request provided by the client for correlation.

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→ sentTime

Sent Time

dateTime

Timestamp of the message leaving the producing application.

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→ sequenceNbr

Sequence Number

string

10

payload

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→ transactionTime

Transaction Time

dateTime